This is what I wanted to know. Is it possible to make an option to get
them after NAT in and pre NAT out?

No i dont plan to. Why do you want to go that path?

I think it's the only way I can shape/share my ingress traffic between a
process (eg. bittorrent/squid) running on my shaping machine and
traffic that is forwarded to my LAN. I masquerade onto one real dynamic IP.

In the case of pre nat outbound - I know people can mark pre NAT and
shape on that, but it would allow people with big LANs doing NAT to use
WRR/ESFQ on src for egress traffic.

I don't think this applies to my setup Masqerading many local onto one
real address.

If you have local on eth0(or substitute with whatever device you have
local on), the example i gave should work fine. You just have to change
the way you approach the setup. In case i didnt understand you, please
post the details of your setup.

My setup is very simple - the only reason I use IMQ+NAT patch is because
I want to use my gateway/shaping PC to run bittorrent and I want the LAN
machines to have priority/fair share of incoming traffic. I guess my
setup is not that common - more common are people who run squid on the
same PC they shape/do NAT on.